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Related Pages for WIPRO
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WIPRO
Wipro Ltd
557.35 -4.65 (-0.83%)

Option Chain for WIPRO

21 Nov 2024 02:41 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 1500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 113.00 0.00 450 -0.05 0.10 - 22 -5 374 -
0.00 0 0 0 0.00 0.00 0.00 455 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 92.70 0.00 460 -0.05 0.15 - 12 0 281 -
0.00 0 0 0 0.00 0.00 0.00 465 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 92.00 0.00 470 0.15 0.25 - 12 -2 75 -
0.00 0 0 0 0.00 77.85 0.00 475 0.00 0.25 0.00 0 0 0 0.00
0.00 0 0 0 0.00 65.90 0.00 480 -0.05 0.20 50.64 32 1 205 -0.01
- 0 0 0 - 69.75 0.00 485 0.15 0.30 50.68 19 -2 27 -0.02
0.00 0 -2 0 0.00 76.00 0.00 490 0.05 0.30 47.46 65 1 288 -0.02
- 0 0 0 - 62.05 0.00 495 0.20 0.50 48.40 7 -2 86 -0.03
0.00 0 0 0 0.00 66.15 0.00 500 -0.10 0.40 42.90 195 -39 814 -0.03
0.00 0 0 0 0.00 48.10 0.00 505 -0.05 0.45 40.92 53 8 89 -0.04
0.00 0 0 0 0.00 56.45 0.00 510 -0.10 0.50 38.27 286 17 291 -0.04
0.00 0 0 0 0.00 39.90 0.00 515 -0.10 0.65 36.79 316 -19 262 -0.05
- 151 -6 15 - 37.05 -8.95 520 -0.10 0.80 34.89 680 -11 822 -0.07
- 15 -1 3 - 33.45 2.05 525 -0.15 1.00 33.06 655 -2 213 -0.08
0.91 84 -5 13 28.19 29.45 -4.15 530 -0.20 1.30 31.33 1,271 -67 937 -0.11
0.90 117 -12 18 24.73 24.60 -3.40 535 -0.25 1.70 29.73 806 98 347 -0.14
0.84 406 -11 99 25.03 20.25 -3.05 540 -0.25 2.35 28.48 2,051 130 1,941 -0.19
0.78 262 2 62 23.48 16.00 -3.35 545 -0.20 3.20 27.26 1,028 1 517 -0.25
0.68 1,027 -70 868 24.20 12.50 -3.00 550 -0.05 4.40 26.21 2,859 60 976 -0.33
0.58 290 64 1,135 24.92 9.70 -2.25 555 0.15 6.15 25.57 2,980 413 828 -0.42
0.48 1,691 326 4,024 24.24 6.90 -2.20 560 0.60 8.40 24.89 3,827 -92 1,017 -0.52
0.38 801 316 4,629 24.38 4.85 -1.80 565 0.70 11.20 24.68 1,427 12 209 -0.62
0.28 1,774 340 5,618 24.81 3.35 -1.30 570 1.15 14.70 24.80 759 -30 382 -0.72
0.21 965 196 2,809 25.41 2.35 -0.95 575 2.00 19.45 29.10 212 -2 260 -0.76
0.16 2,895 364 4,308 26.64 1.70 -0.80 580 3.70 25.00 35.80 61 -2 406 -0.77
0.12 641 -6 1,194 27.74 1.25 -0.55 585 7.25 28.20 32.00 2 -1 104 -0.84
0.09 2,108 168 2,448 29.06 0.95 -0.45 590 3.45 32.80 32.95 32 -4 75 -0.88
0.07 319 -4 668 30.62 0.75 -0.35 595 0.00 33.15 0.00 0 1 0 0.00
0.06 2,848 114 2,122 32.17 0.60 -0.25 600 3.30 42.80 40.02 34 -7 142 -0.90
0.04 382 5 153 33.08 0.45 -0.25 605 -0.80 42.60 - 6 -3 18 -
0.04 654 3 292 35.17 0.40 -0.10 610 16.05 54.10 55.46 1 0 12 -0.87
0.03 148 -14 48 36.81 0.35 -0.10 615 0.00 41.00 0.00 0 0 0 0.00
0.03 628 -22 107 38.47 0.30 -0.05 620 6.10 58.00 - 1 0 16 -
0.02 197 -3 58 38.34 0.20 -0.10 625 0.00 82.30 - 0 0 0 -
0.02 553 -21 64 40.73 0.20 -0.05 630 0.00 90.25 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 635 0.00 0.00 0.00 0 0 0 0.00
0.02 320 -27 62 45.48 0.20 -0.05 640 0.00 59.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 645 0.00 0.00 0.00 0 0 0 0.00
0.01 650 -21 47 47.66 0.15 -0.05 650 0.00 106.95 - 0 0 0 -
19,926 12,014
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.